+70.3%
T vs TSCO
+185.7%
-115.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | +1.5% | -5.7% | +7.1% | +2.5% |
| 30D | +7.5% | -8.8% | +16.2% | +9.2% |
| 3M | +14.8% | +6.3% | +8.5% | +13.4% |
| 6M | -1.7% | -32.3% | +30.5% | +4.6% |
| YTD | +8.7% | -32.7% | +41.4% | +15.5% |
| 1Y | -7.5% | -43.7% | +36.2% | +1.6% |
| 3Y | +110.2% | -19.7% | +129.9% | +112.9% |
| 5Y | +71.6% | -11.6% | +83.3% | +67.5% |
| All | +70.3% | +185.7% | -115.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling